Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.48% | 104.18 % | 104.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,640 CHF | 523,140 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.25 % | 104.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,054 CHF | 522,554 CHF | 78.76% | 78.76% |
11/07/2024 | 0.48% | 104.15 % | 104.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,373 CHF | 523,873 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 104.06 % | 104.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,223 CHF | 522,723 CHF | 94.73% | 94.73% |
09/07/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,944 CHF | 522,444 CHF | 97.75% | 97.75% |
08/07/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,147 CHF | 522,647 CHF | 99.76% | 99.76% |
05/07/2024 | 0.48% | 103.78 % | 104.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,658 CHF | 522,158 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,903 CHF | 522,403 CHF | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.81 % | 104.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,568 CHF | 521,068 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.46 % | 103.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,141 CHF | 519,641 CHF | 100.00% | 100.00% |